+116.9%
ROST vs FTI
+848.3%
-731.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +0.9% | +5.4% | -4.6% | +0.2% |
| 30D | +5.1% | -8.2% | +13.3% | +6.1% |
| 3M | -4.3% | -13.7% | +9.4% | -2.6% |
| 6M | +9.4% | -11.2% | +20.6% | +10.5% |
| YTD | +32.5% | +46.0% | -13.5% | +23.5% |
| 1Y | +46.9% | +51.8% | -4.9% | +36.0% |
| 3Y | +98.1% | +206.7% | -108.6% | +60.5% |
| 5Y | +116.9% | +862.0% | -745.1% | +35.9% |
| All | +116.9% | +848.3% | -731.3% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling